Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48069.55 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 45867.81 Kr¶

PnL: ---------------------------------------> -2354.44 Kr¶

DD now: ---------------------------------> -7.687 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:46:09.446800'

Anic Portfolio¶

Today¶

Return: -0.829 %¶

This Week¶

Return: -0.829 %¶

Total¶

Return: 57.367 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -10.400000 817.650000 119.650000 17.140000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.950000 2735.900000 13.900000 0.510000 2721.999993
Stillfront Group 38 -3.640000 699.390000 13.390000 1.950000 686.000016
Tietoevry 2 -2.300000 646.400000 8.400000 1.320000 638.000000
Vitec Software Group B 1 -2.800000 489.400000 4.400000 0.910000 485.000000
MEKO 13 -2.530000 1554.800000 0.800000 0.050000 1554.000006
G5 Entertainment 3 -1.200000 567.900000 -4.100000 -0.720000 572.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
SKF A 3 -4.840000 583.800000 -9.200000 -1.550000 593.000001
ASSA ABLOY B 2 -1.530000 502.800000 -11.200000 -2.180000 514.000000
SKF B 3 -4.950000 584.250000 -11.750000 -1.970000 596.000001
Nordisk Bergteknik B 130 -3.630000 4147.000000 -17.000000 -0.410000 4163.999970
Embracer Group B 14 -5.580000 670.740000 -18.260000 -2.650000 689.000004
Fastighetsbolag. Emilshus Pref 21 -1.530000 540.750000 -21.250000 -3.780000 562.000005
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Addnode Group B 6 -4.030000 685.200000 -23.800000 -3.360000 709.000002
Husqvarna A 7 -3.980000 607.600000 -25.400000 -4.010000 632.999997
Avanza Bank Holding 2 -6.010000 481.400000 -29.600000 -5.790000 511.000000
Loomis 6 -2.730000 2011.200000 -31.800000 -1.560000 2043.000000
Husqvarna B 7 -4.200000 606.620000 -33.380000 -5.220000 639.999997
Arion Banki SDB 61 -1.820000 657.580000 -39.420000 -5.660000 697.000030
ITAB Shop Concept 56 -6.150000 649.600000 -41.400000 -5.990000 691.000016
Swedbank A 3 -3.840000 574.200000 -43.800000 -7.090000 618.000000
Norva24 Group 12 -1.890000 360.960000 -46.290000 -11.370000 407.250000
Lagercrantz Group B 5 -3.200000 560.500000 -46.500000 -7.660000 607.000000
Rejlers B 6 -3.910000 914.400000 -47.600000 -4.950000 961.999998
Collector Bank 29 -7.480000 1176.240000 -57.760000 -4.680000 1233.999996
Dustin Group 18 -5.120000 607.680000 -62.320000 -9.300000 669.999996
Mips 1 -3.680000 465.800000 -63.200000 -11.950000 529.000000
Nordea Bank Abp 30 -4.120000 3696.600000 -66.400000 -1.760000 3762.999990
AFRY 3 -3.760000 514.200000 -80.800000 -13.580000 594.999999
Viaplay Group B 4 -6.420000 938.400000 -98.600000 -9.510000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -4.070000 545.020000 -137.980000 -20.200000 683.000007
Beijer Alma B 9 -4.540000 1778.400000 -175.600000 -8.990000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.580000 3532.800000 -605.200000 -14.630000 4138.000000
TOTAL 45849.000000 -2373.250000 -7.72342% 48222.250041

Updated:¶

'2023-03-13 14:45:11.797356'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶